HDRI light the mesh in viewport render (shift + z) but not in final render
The problem was that use Environement wasn't checked in the layer section of render layer.
Instead Environement was checked on the passes section, which is useless if Use environement is uncked.



The Environement passe is not responsible of the light on the mesh, it just show the environement (in my case the HDRI I use to light the scene. 
Here is an environement passe: